Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52131.44 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47978.58 Kr¶

PnL: ---------------------------------------> -953.42 Kr¶

DD now: ---------------------------------> -1.862 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 10:29:08.153001'

Anic Portfolio¶

Today¶

Return: -0.258 %¶

This Week¶

Return: -0.353 %¶

Total portfolio value¶

Return including deposits: 70.665 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2332.000000 143.000000 6.530000 2189.000000
Svolder B 35 -2.050000 2259.250000 80.250000 3.680000 2179.000005
BHG Group 49 2.760000 712.460000 73.460000 11.500000 638.999984
Embracer Group B 26 1.400000 727.090000 65.090000 9.830000 661.999988
Vitrolife 3 0.250000 726.000000 49.000000 7.240000 677.000001
Biotage 4 1.330000 641.200000 38.200000 6.330000 603.000000
Profoto Holding 7 5.240000 618.800000 36.800000 6.320000 581.999999
Xvivo Perfusion 3 -0.510000 876.000000 31.000000 3.670000 845.000001
SynAct Pharma 9 1.360000 670.500000 25.500000 3.950000 645.000003
Addnode Group B 6 0.940000 774.000000 22.000000 2.930000 751.999998
Humana 40 -0.350000 689.600000 15.600000 2.310000 674.000000
Addtech B 3 -0.590000 705.000000 5.000000 0.710000 699.999999
Eastnine 6 -1.960000 660.000000 3.000000 0.460000 657.000000
Sdiptech B 3 -0.150000 823.800000 1.800000 0.220000 822.000000
Gaming Innovation Group 161 0.780000 4186.000000 -2.000000 -0.050000 4187.999942
Volati 5 -0.350000 570.000000 -4.000000 -0.700000 574.000000
Latour B 2 -0.400000 443.200000 -5.800000 -1.290000 449.000000
Sampo Oyj SDB 1 0.510000 497.000000 -8.000000 -1.580000 505.000000
NCC B 7 -0.110000 644.700000 -9.300000 -1.420000 653.999997
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 0.050000 647.700000 -10.300000 -1.570000 657.999999
Fortnox 10 1.200000 656.600000 -11.400000 -1.710000 668.000000
Indutrade 5 0.310000 1303.000000 -17.000000 -1.290000 1320.000000
Nolato B 12 -0.190000 625.800000 -22.200000 -3.430000 648.000000
BONESUPPORT HOLDING 10 -1.320000 1198.000000 -26.000000 -2.120000 1224.000000
SCA A 4 -2.320000 572.800000 -26.200000 -4.370000 599.000000
Lime Technologies 2 -1.080000 552.000000 -41.000000 -6.910000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Creades A 7 0.250000 552.650000 -58.350000 -9.550000 610.999998
Ambea 68 0.280000 2472.480000 -64.520000 -2.540000 2537.000032
Investor A 16 0.140000 3446.400000 -98.600000 -2.780000 3545.000000
Lundin Gold 7 -1.590000 863.800000 -110.200000 -11.310000 973.999999
Sedana Medical 135 -2.770000 4171.500000 -159.500000 -3.680000 4330.999935
New Wave B 40 -0.810000 3714.800000 -201.200000 -5.140000 3916.000000
Bactiguard Holding B 37 1.270000 2664.000000 -303.000000 -10.210000 2966.999993
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
TOTAL 47978.580000 -953.420000 -1.86164% 48931.999868

Updated:¶

'2023-06-16 10:29:25.641195'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶